An electrical connector such as a modular jack may have a ground shield which blocks the passage of electromagnetic interference (EMI) both to and from the connector. The ground shield generally comprises an electrically conductive shell which covers an exterior of the connector and is electrically grounded to a frame or chassis of an electrical assembly with which the connector will be used. The shell may be made in one or more pieces which are stamped and formed to closely surround the connector when the shell is applied to the connector. Both a one-piece shell and a multi-piece shell must be securely attached to the connector in order to form an integral unit therewith. A one-piece shell has the advantage that it is seamless, thereby reducing leakage paths for EMI. However, a one-piece shell generally requires complex bending and forming operations during assembly of the shell to the connector. A multi-piece shell requires that the pieces be electrically joined together so that they share a common ground, and good mechanical contact between the pieces is necessary. Heretofore, multi-piece shells have included latch tabs on one shell piece which engage in apertures of another shell piece, thereby locking the shell pieces together. See, for example, U.S. Pat. No. 5,281,169. However, electrical contact between the interengaging shell pieces may be deficient, and there is still a need for firmly securing the shell pieces to the connector housing. There is a need for improving the attachment of both single piece and multi-piece ground shields to a connector.